Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.69 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51622.23 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48423.17 Kr¶

PnL: ---------------------------------------> -664.4 Kr¶

DD now: ---------------------------------> -0.62 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 11:31:07.031998'

Anic Portfolio¶

This Week¶

Return: 8.6 %¶

Total¶

Return: 68.973 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -0.360000 779.200000 106.200000 15.780000 673.000000
Nordea Bank Abp 29 0.200000 3542.060000 88.060000 2.550000 3453.999992
HEBA B 70 -0.900000 2698.500000 62.500000 2.370000 2636.000010
SAAB B 8 -0.190000 3420.800000 43.800000 1.300000 3377.000000
Swedbank A 3 2.390000 605.100000 41.100000 7.290000 564.000000
Resurs Holding 22 0.470000 611.820000 37.820000 6.590000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.610000 590.880000 33.880000 6.080000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.470000 381.300000 26.300000 7.410000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Intrum 4 0.370000 541.400000 14.400000 2.730000 527.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Norva24 Group 16 -0.580000 552.000000 9.000000 1.660000 543.000000
Securitas B 6 -1.120000 572.640000 2.640000 0.460000 570.000000
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.390000 247.680000 1.680000 0.680000 246.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Coor Service Management Hold. 8 -0.150000 530.400000 -1.600000 -0.300000 532.000000
Corem Property Group B 59 -1.070000 575.250000 -1.750000 -0.300000 576.999999
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.920000 572.040000 -10.960000 -1.880000 582.999984
Boozt 12 -0.290000 1640.400000 -13.600000 -0.820000 1653.999996
Sampo Oyj SDB 7 0.000000 3832.500000 -17.500000 -0.450000 3850.000000
Essity B 2 -0.580000 546.800000 -27.200000 -4.740000 574.000000
CTEK 13 -2.080000 495.950000 -38.050000 -7.130000 533.999999
International Petroleum Corp. 5 -2.980000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 0.190000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 -0.720000 1100.000000 -49.000000 -4.260000 1149.000000
Beijer Electronics Group 27 -2.660000 2959.200000 -124.800000 -4.050000 3083.999994
OX2 22 0.430000 1789.700000 -199.300000 -10.020000 1989.000002
Axfood 15 -0.110000 4041.000000 -259.000000 -6.020000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48415.480000 -672.090000 -0.63499% 49087.564636

Updated:¶

'2023-01-31 11:29:54.642693'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶